Benjamin (Benn) Dunn has spent the last 20 years helping dozens of fundamental equity managers incorporate quantitative discipline into their investment process. Whether it is developing and deploying tools for top down risk management, building large scale data science platforms for research and stock selection, creating systematic portfolio hedges to mitigate unwanted factor risk, or hiring for specialized quantitative roles, Benn is uniquely positioned at the forefront of industry best practices across a diversity of quantitative applications to finance.
Benn was pursuing a PhD in Cognitive Science at Brown University in the late 90’s before leaving to help launch one of the first commercially available genetic algorithms for data mining. He was then recruited by Weiss Multi-Strategy to institutionalize their quantitative infrastructure before moving into the newly created CRO role after the Sept 11 attacks. After seven years at Weiss he moved into a similar role at the CR Intrinsic Investors unit within S.A.C. Capital.
The democratization of financial data and the rise of robust third-party portfolio management software systems enabled Benn to launch an independent portfolio consultancy (Axtell) during the financial crisis with the goal of providing alternative asset managers access to best of breed solutions for risk and portfolio management. Alpha Theory acquired Axtell in 2011 to form Alpha Theory Advisors where client engagements include a broad array of services from outsourced risk and portfolio consulting to data science platform design and development.